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In this paper, an aggregate game approach is proposed for the modeling and analysis of energy consumption control in smart grid. Since the electricity user's cost function depends on the aggregate load, which is unknown to the end users, an…

Economics · Quantitative Finance 2017-03-22 Maojiao Ye , Guoqiang Hu

In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…

Optimization and Control · Mathematics 2024-06-18 Gokce Dayanikli , Mathieu Lauriere

A class of nonzero-sum stochastic dynamic games with imperfect information structure is investigated. The game involves an arbitrary number of players, modeled as homogeneous Markov decision processes, aiming to find a sequential Nash…

Optimization and Control · Mathematics 2019-12-17 Jalal Arabneydi , Amir G. Aghdam

We train two neural networks adversarially to play static games. At each iteration, a row and column network observe a new random bimatrix game and output individual mixed strategies. The parameters of each network are independently updated…

Theoretical Economics · Economics 2025-05-09 Daniele Condorelli , Massimiliano Furlan

We use ideas from distributed computing and game theory to study dynamic and decentralized environments in which computational nodes, or decision makers, interact strategically and with limited information. In such environments, which arise…

Computer Science and Game Theory · Computer Science 2017-04-06 Aaron D. Jaggard , Neil Lutz , Michael Schapira , Rebecca N. Wright

The distributed task allocation problem, as one of the most interesting distributed optimization challenges, has received considerable research attention recently. Previous works mainly focused on the task allocation problem in a population…

Computer Science and Game Theory · Computer Science 2023-08-22 Chunxia Liu , Kaihong Lu , Xiaojie Chen , Attila Szolnoki

We consider the problem of decentralized power allocation for competitive rate-maximization in a frequency-selective Gaussian interference channel under bounded channel uncertainty. We formulate a distribution-free robust framework for the…

Information Theory · Computer Science 2015-03-17 Amod J. G. Anandkumar , Animashree Anandkumar , Sangarapillai Lambotharan , Jonathon A. Chambers

Under what conditions do the behaviors of players, who play a game repeatedly, converge to a Nash equilibrium? If one assumes that the players' behavior is a discrete-time or continuous-time rule whereby the current mixed strategy profile…

Computer Science and Game Theory · Computer Science 2022-03-29 Jason Milionis , Christos Papadimitriou , Georgios Piliouras , Kelly Spendlove

Given a network with a continuum of users at some origins, suppose that the users wish to reach specific destinations, but that they are not indifferent to the time needed to reach their destination. They may have several possibilities (of…

Computer Science and Game Theory · Computer Science 2008-10-15 Frédéric Meunier , Nicolas Wagner

Discretely-constrained Nash-Cournot games have attracted attention as they arise in various competitive energy production settings in which players must make one or more discrete decisions. Gabriel et al. ["Solving discretely-constrained…

Theoretical Economics · Economics 2022-11-24 Dimitri J. Papageorgiou , Francisco Trespalacios , Stuart Harwood

We consider seeking a Nash equilibrium (NE) of a monotone game, played by dynamic agents which are modeled as a class of lower-triangular nonlinear uncertain dynamics with external disturbances. We establish a general framework that…

Optimization and Control · Mathematics 2025-11-04 Weijian Li , Yutao Tang

We consider a class of two-player dynamic stochastic nonzero-sum games where the state transition and observation equations are linear, and the primitive random variables are Gaussian. Each controller acquires possibly different dynamic…

Systems and Control · Computer Science 2014-01-21 Abhishek Gupta , Ashutosh Nayyar , Cedric Langbort , Tamer Basar

This paper considers a class of generalized convex games where each player is associated with a convex objective function, a convex inequality constraint and a convex constraint set. The players aim to compute a Nash equilibrium through…

Optimization and Control · Mathematics 2015-09-23 Minghui Zhu , Emilio Frazzoli

We study a class of games which model the competition among agents to access some service provided by distributed service units and which exhibit congestion and frustration phenomena when service units have limited capacity. We propose a…

Computer Science and Game Theory · Computer Science 2015-08-19 F. Altarelli , A. Braunstein , L. Dall'Asta

We establish the existence and uniqueness of distributed equilibria to possibly nonsymmetric $N$ player differential games with interactions through controls under displacement semimonotonicity assumptions. Surprisingly, the nonseparable…

Analysis of PDEs · Mathematics 2026-04-01 Hei Jie Lam , Alpár R. Mészáros

This paper considers a class of strategic scenarios in which two networks of agents have opposing objectives with regards to the optimization of a common objective function. In the resulting zero-sum game, individual agents collaborate with…

Optimization and Control · Mathematics 2012-12-24 Bahman Gharesifard , Jorge Cortes

Mechanism design for fully strategic agents commonly assumes broadcast nature of communication between agents of the system. Moreover, for mechanism design, the stability of Nash equilibrium (NE) is demonstrated by showing convergence of…

Computer Science and Game Theory · Computer Science 2017-04-05 Abhinav Sinha , Achilleas Anastasopoulos

The theory of mean field games is a tool to understand noncooperative dynamic stochastic games with a large number of players. Much of the theory has evolved under conditions ensuring uniqueness of the mean field game Nash equilibrium.…

Optimization and Control · Mathematics 2019-03-19 Bruce Hajek , Michael Livesay

In the first part of this paper we have derived achievable transmission rates for the (single-band) interference relay channel (IRC) when the relay implements either the amplify-and-forward, decode-and-forward or estimate-and-forward…

Information Theory · Computer Science 2010-11-23 Elena Veronica Belmega , Brice Djeumou , Samson Lasaulce

In this paper, we show the equivalence between a constrained, multi-agent control problem, modeled within the port-Hamiltonian framework, and an exact potential game. Specifically, critical distance-based constraints determine a network of…

Optimization and Control · Mathematics 2018-11-20 Filippo Fabiani , Andrea Caiti